+55.4%
IOT vs RIO
+120.0%
-64.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | -4.5% | -3.2% | -1.3% | -3.4% |
| 30D | -2.4% | +0.9% | -3.4% | -3.0% |
| 3M | +19.0% | -1.4% | +20.4% | +19.0% |
| 6M | +19.6% | +10.9% | +8.7% | +12.1% |
| YTD | +8.3% | +31.2% | -23.0% | -7.3% |
| 1Y | -0.8% | +67.9% | -68.7% | -25.0% |
| 3Y | +24.4% | +88.8% | -64.4% | -12.9% |
| All | +55.4% | +120.0% | -64.6% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling